BfxRest: add auth and public endpoints

This commit is contained in:
Jacob Plaster
2018-12-04 15:40:36 +00:00
parent 0db3fa2f64
commit 8a63d36159
2 changed files with 58 additions and 10 deletions

View File

@@ -5,7 +5,7 @@ import json
from ..utils.CustomLogger import CustomLogger
from ..utils.auth import generate_auth_headers
from ..models import Wallet
from ..models import Wallet, Order, Position, Trade
class BfxRest:
@@ -17,30 +17,34 @@ class BfxRest:
self.host = host
self.logger = CustomLogger('BfxRest', logLevel=logLevel)
async def fetch(self, endpoint):
url = '{}/{}'.format(self.host, endpoint)
async def fetch(self, endpoint, params=""):
url = '{}/{}{}'.format(self.host, endpoint, params)
async with aiohttp.ClientSession() as session:
async with session.get(url) as resp:
text = await resp.text()
if resp.status is not 200:
raise Exception('GET {} failed with status {} - {}'
.format(url, resp.status, text))
return await resp.json(text)
return await resp.json()
async def post(self, endpoint, data={}):
async def post(self, endpoint, data={}, params=""):
url = '{}/{}'.format(self.host, endpoint)
sData = json.dumps(data)
headers = generate_auth_headers(
self.API_KEY, self.API_SECRET, endpoint, sData)
headers["content-type"] = "application/json"
async with aiohttp.ClientSession() as session:
async with session.post(url, headers=headers, data=sData) as resp:
async with session.post(url + params, headers=headers, data=sData) as resp:
text = await resp.text()
if resp.status is not 200:
raise Exception('POST {} failed with status {} - {}'
.format(url, resp.status, text))
return await resp.json()
##################################################
# Public #
##################################################
async def get_seed_candles(self, symbol):
endpoint = 'candles/trade:1m:{}/hist?limit=5000&_bfx=1'.format(symbol)
time_difference = (1000 * 60) * 5000
@@ -62,11 +66,57 @@ class BfxRest:
self.logger.info("Downloaded {} candles.".format(len(candles)))
return candles
async def get_public_candles(self, symbol, start, end, section='hist',
tf='1m', limit="100", sort=-1):
endpoint = "candles/trade:{}:{}/{}".format(tf, symbol, section)
params = "?start={}&end={}&limit={}&sort={}".format(start, end, limit, sort)
candles = await self.fetch(endpoint, params=params)
return candles
async def get_public_trades(self, symbol, start, end, limit="100", sort=-1):
endpoint = "trades/{}/hist".format(symbol)
params = "?start={}&end={}&limit={}&sort={}".format(start, end, limit, sort)
trades = await self.fetch(endpoint, params=params)
return trades
async def get_public_books(self, symbol, precision="P0", length=25):
endpoint = "book/{}/{}".format(symbol, precision)
params = "?len={}".format(length)
books = await self.fetch(endpoint, params)
return books
async def get_public_ticker(self, symbol):
endpoint = "ticker/{}".format(symbol)
ticker = await self.fetch(endpoint)
return ticker
##################################################
# Wallets #
# Authenticated #
##################################################
async def get_wallets(self):
endpoint = "auth/r/wallets"
raw_wallets = await self.post(endpoint)
return [ Wallet(rw[0], rw[1], rw[2], rw[3]) for rw in raw_wallets ]
return [ Wallet(*rw[:4]) for rw in raw_wallets ]
async def get_active_orders(self, symbol):
endpoint = "auth/r/orders/{}".format(symbol)
raw_orders = await self.post(endpoint)
return [ Order.from_raw_order(ro) for ro in raw_orders ]
async def get_order_history(self, symbol, start, end, limit=25, sort=-1):
endpoint = "auth/r/orders/{}/hist".format(symbol)
params = "?start={}&end={}&limit={}&sort={}".format(start, end, limit, sort)
raw_orders = await self.post(endpoint, params=params)
return [ Order.from_raw_order(ro) for ro in raw_orders ]
async def get_active_position(self):
endpoint = "auth/r/positions"
raw_positions = await self.post(endpoint)
return [ Position.from_raw_rest_position(rp) for rp in raw_positions ]
async def get_trades(self, symbol, start, end, limit=25):
endpoint = "auth/r/trades/{}/hist".format(symbol)
params = "?start={}&end={}&limit={}".format(start, end, limit)
raw_trades = await self.post(endpoint, params=params)
return [ Trade.from_raw_rest_trade(rt) for rt in raw_trades ]

View File

@@ -17,8 +17,6 @@ def generate_auth_payload(API_KEY, API_SECRET):
def generate_auth_headers(API_KEY, API_SECRET, path, body):
nonce = str(_gen_nonce())
signature = "/api/v2/{}{}{}".format(path, nonce, body)
print (API_KEY)
print (API_SECRET)
h = hmac.new(API_SECRET.encode('utf8'), signature.encode('utf8'), hashlib.sha384)
signature = h.hexdigest()